✦ LIBER ✦

GLS-based unit root tests for bounded processes

✍ Scribed by Carrion-i-Silvestre, Josep Lluís; Gadea, María Dolores

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bounded integrated processes and unit ro

✍ Giuseppe Cavaliere 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 267 KB

GLS detrending in Sollis nonlinear unit

✍ Su, Jen-Je; Nguyen, Jeremy K. 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 132 KB

GLS detrending-based unit root tests in

✍ George Kapetanios; Yongcheol Shin 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 177 KB

GLS detrending, efficient unit root test

✍ Pierre Perron; Gabriel Rodrı́guez 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 278 KB

On the Power of GLS-Type Unit Root Tests

✍ Peter Burridge; A. M. Robert Taylor 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 339 KB

Bootstrapping unit root tests for integr

✍ Anders Rygh Swensen 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 211 KB